1.
Ease-of-processing Heuristics and Asset Prices: Evidence from the Exchange-traded Repo Market in China
Number of pages: 62
Posted: 01 Mar 2019
Last Revised: 27 Apr 2021
Working Paper Series
China Life Asset Management Company Ltd., Florida State University, College of Business, Department of Finance, Peking University HSBC Business School, Purdue University and Southwestern University of Finance and Economics (SWUFE)
Downloads
137
2.
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Working Paper Series
CEU and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53
Posted: 13 Dec 2017
Last Revised: 11 Sep 2020
Downloads
332
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Downloads
58
Downloads
58
3.
Efficient Bubbles?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64
Posted: 06 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Minnesota, Finance
Downloads
60
4.
Banks' Foreign Currency Exposure and the Real Effects of Exchange Rate Shocks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 62
Posted: 05 Jun 2018
Last Revised: 03 Jun 2021
Working Paper Series
University of British Columbia
Downloads
212
5.
Beta Risk in the Cross-Section of Equities
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 86
Posted: 05 Jun 2018
Working Paper Series
Concordia University, University of Toronto - Rotman School of Management, University of Toronto - Department of Economics and HEC Montreal
There are 2 versions of this paper
Beta Risk in the Cross-Section of Equities
Rotman School of Management Working Paper No. 2926511
Number of pages: 86
Posted: 03 Mar 2017
Last Revised: 23 Jul 2019
Downloads
559
Beta Risk in the Cross-Section of Equities
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 86
Posted: 05 Jun 2018
Downloads
71
Downloads
71
6.
Special Repo Rates and the Cross-Section of Bond Prices
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39
Posted: 05 Jun 2018
Working Paper Series
Federal Reserve Bank of Chicago and University of Texas at Austin McCombs School of Business
Downloads
55
7.
Banks Defy Gravity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 05 Jun 2018
Last Revised: 28 Jun 2018
Working Paper Series
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads
65
8.
The Informational Value of Consensus Prices: Evidence from the OTC Derivatives Market
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45
Posted: 05 Jun 2018
Working Paper Series
Bank of Canada and London School of Economics & Political Science (LSE)
Downloads
34
9.
Macro Risks and the Term Structure of Interest Rates
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 72
Posted: 05 Jun 2018
Last Revised: 06 Dec 2019
Working Paper Series
Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Fordham University - Gabelli School of Business
There are 4 versions of this paper
Macro Risks and the Term Structure of Interest Rates
Number of pages: 67
Posted: 31 Aug 2016
Last Revised: 13 May 2018
Downloads
513
Macro Risks and the Term Structure of Interest Rates
FEDS Working Paper No. 2017-58
Number of pages: 76
Posted: 05 Jun 2017
Downloads
83
Macro Risks and the Term Structure of Interest Rates
NBER Working Paper No. w22839
Number of pages: 62
Posted: 21 Nov 2016
Last Revised: 28 Nov 2021
Downloads
76
Macro Risks and the Term Structure of Interest Rates
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 72
Posted: 05 Jun 2018
Last Revised: 06 Dec 2019
Downloads
70
Downloads
70
10.
Performance-Based Turnover on Corporate Boards
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 05 Jun 2018
Working Paper Series
Arizona State University - Department of Finance, Drexel University and Indiana University - Kelley School of Business
There are 2 versions of this paper
Performance-Based Turnover on Corporate Boards
Number of pages: 51
Posted: 03 Sep 2015
Last Revised: 25 Oct 2017
Downloads
308
Performance-Based Turnover on Corporate Boards
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 05 Jun 2018
Downloads
72
Downloads
72
11.
Trading Complex Risks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 05 Jun 2018
Working Paper Series
WU Vienna University of Economics and Business
There are 2 versions of this paper
Trading Complex Risks
Number of pages: 88
Posted: 12 Dec 2017
Last Revised: 24 Feb 2021
Downloads
134
Trading Complex Risks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 05 Jun 2018
Downloads
30
Downloads
30
12.
Lending Technologies and Lending Relationships
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 05 Jun 2018
Working Paper Series
ESSEC Business School and BI Norwegian Business School
Downloads
33
13.
OTC Discount
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 04 Jun 2018
Working Paper Series
Reserve Bank of Australia, Frankfurt School of Finance and Management, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
There are 2 versions of this paper
OTC Discount
SAFE Working Paper No. 298
Number of pages: 68
Posted: 08 Dec 2020
Last Revised: 08 Oct 2021
Downloads
160
OTC Discount
Deutsche Bundesbank Discussion Paper No. 42/2019
Number of pages: 69
Posted: 20 Dec 2019
Downloads
72
Downloads
36
14.
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment
HEC Paris Research Paper No. FIN-2020-1381
Number of pages: 63
Posted: 04 Jun 2018
Last Revised: 27 Aug 2020
Working Paper Series
University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences, HEC Paris - Finance Department and EHL Hospitality Business School
Downloads
244
15.
Electronic Trading in OTC Markets vs. Centralized Exchange
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 04 Jun 2018
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance, Erasmus University Rotterdam (EUR) and Ecole Polytechnique Fédérale de Lausanne
There are 2 versions of this paper
Electronic Trading in OTC Markets vs. Centralized Exchange
Swiss Finance Institute Research Paper No. 18-19
Number of pages: 54
Posted: 07 Aug 2017
Last Revised: 22 Mar 2018
Downloads
324
Electronic Trading in OTC Markets vs. Centralized Exchange
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 04 Jun 2018
Downloads
73
Downloads
73
16.
Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns
Number of pages: 50
Posted: 04 Jun 2018
Last Revised: 28 Oct 2019
Working Paper Series
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
There are 2 versions of this paper
Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns
Number of pages: 50
Posted: 06 Nov 2017
Last Revised: 04 Nov 2019
Downloads
279
Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns
Number of pages: 50
Posted: 04 Jun 2018
Last Revised: 28 Oct 2019
Downloads
66
Downloads
66
17.
Learning from Noise? Price and Liquidity Spillovers Around Mutual Fund Fire Sales
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77
Posted: 04 Jun 2018
Working Paper Series
HEC Paris and HEC Paris - Finance Department
Downloads
70
18.
Labor Leverage, Coordination Failures, and Aggregate Risk
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 88
Posted: 04 Jun 2018
Last Revised: 19 Nov 2020
Working Paper Series
Toulouse School of Economics, University Toulouse Capitole (TSM-Research) and McGill University - Desautels Faculty of Management
Downloads
84
19.
Exogenous Shocks and Real Effects of Financial Constraints: Loan- and Firm-Level Evidence around Natural Disasters
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018
Last Revised: 06 May 2019
Working Paper Series
University of South Carolina - Darla Moore School of Business
20.
Friends in Media
Number of pages: 68
Posted: 04 Jun 2018
Last Revised: 02 Mar 2022
Working Paper Series
Rotterdam School of Management, Erasmus University
Downloads
495
21.
Is Normal Backwardation Normal? Valuing Financial Futures with a Stochastic, Endogenous Index-Rate Covariance
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 04 Jun 2018
Working Paper Series
Université Paris I Panthéon-Sorbonne and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads
33
22.
Fragmentation and the Price Discovery Dynamics: The Contributions of Multilateral Trading Facilities and Regulated Market
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018
Last Revised: 26 Jan 2019
Working Paper Series
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)
23.
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Jun 2018
Last Revised: 25 Mar 2020
Working Paper Series
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel
There are 2 versions of this paper
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Jun 2018
Last Revised: 25 Mar 2020
Downloads
174
Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?
Number of pages: 54
Posted: 09 Apr 2020
Downloads
108
Downloads
174
24.
International Capital Markets with Time-Varying Preferences
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 04 Jun 2018
Working Paper Series
University of Siena - Department of Economics and Statistics and Australian National University (ANU)
There are 2 versions of this paper
International Capital Markets with Time-Varying Preferences
SAFE Working Paper No. 176
Number of pages: 69
Posted: 04 Aug 2017
Downloads
94
International Capital Markets with Time-Varying Preferences
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 04 Jun 2018
Downloads
15
Downloads
15
25.
Debt Renegotiations outside Distress
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 04 Jun 2018
Last Revised: 19 May 2022
Working Paper Series
University of St. Gallen - School of Finance and Copenhagen Business School
There are 2 versions of this paper
The Influence of Creditor Governance on Firms
University of St.Gallen, School of Finance Research Paper No. 2015/14
Number of pages: 71
Posted: 18 Jul 2015
Last Revised: 28 Jul 2021
Downloads
339
Debt Renegotiations outside Distress
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 04 Jun 2018
Last Revised: 19 May 2022
Downloads
47
Downloads
47
26.
Dynamic Adverse Selection and Liquidity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 04 Jun 2018
Last Revised: 05 May 2020
Working Paper Series
HEC Paris - Finance Department
Downloads
74
27.
Disastrous Defaults
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 01 Jun 2018
Last Revised: 24 Oct 2020
Working Paper Series
University of Toronto - Department of Economics, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), European Central Bank and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
There are 2 versions of this paper
Disastrous Defaults
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 01 Jun 2018
Last Revised: 24 Oct 2020
Downloads
147
Downloads
27
Downloads
147
28.
A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 01 Jun 2018
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France, Dept. Maths & Statis, Concordia University and Université Paris-Dauphine, PSL Research University
29.
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67
Posted: 01 Jun 2018
Last Revised: 13 Nov 2020
Working Paper Series
Board of Governors of the Federal Reserve System, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
HEC Paris Research Paper No. FIN-2018-1263
Number of pages: 67
Posted: 27 Apr 2018
Last Revised: 13 Nov 2020
Downloads
354
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67
Posted: 01 Jun 2018
Last Revised: 13 Nov 2020
Downloads
66
Downloads
66
30.
Employment Protection and Share Repurchases: Evidence from Wrongful Discharge Laws
Journal of Corporate Finance, Forthcoming
Number of pages: 88
Posted: 01 Jun 2018
Last Revised: 06 Jul 2021
Accepted Paper Series
Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School - Finance & Accounting Group and University of Massachusetts Lowell
Downloads
219
31.
Shadow Pills and Long-Term Firm Value
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 31 May 2018
Last Revised: 18 Jan 2022
Working Paper Series
University of Notre Dame, University of Oklahoma - Michael F. Price College of Business, University of Arizona - James E. Rogers College of Law and University of Notre Dame - Mendoza College of Business
There are 2 versions of this paper
Shadow Pills, Visible Pill Policy, and Firm Value
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 595/2019
Number of pages: 79
Posted: 22 Nov 2017
Last Revised: 27 Jan 2022
Downloads
543
Shadow Pills and Long-Term Firm Value
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73
Posted: 31 May 2018
Last Revised: 18 Jan 2022
Downloads
36
Downloads
36
32.
Monetary Policy and Equity Valuation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 31 May 2018
Last Revised: 17 Nov 2018
Working Paper Series
John Molson School of Business, Concordia University
Downloads
62
33.
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Working Paper Series
Université Paris-Dauphine, PSL Research University, University of Toronto - Rotman School of Management and Tilburg University - Department of Finance
There are 3 versions of this paper
Are Investors Aware of Ownership Connections?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 525/2017
Number of pages: 53
Posted: 05 Sep 2017
Last Revised: 07 Feb 2018
Downloads
239
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Downloads
105
Connected Firms and Investor Myopia
CentER Discussion Paper Series No. 2017-037
Number of pages: 51
Posted: 22 Sep 2017
Downloads
97
Downloads
105
34.
Labor Links and Shock Transmissions
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70
Posted: 25 May 2018
Last Revised: 20 Oct 2019
Working Paper Series
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads
1,163
35.
Contagious Bank Runs and Dealer of Last Resort
Paris December 2018 Finance Meeting EUROFIDAI - AFFI, WBS Finance Group Research Paper No. 250
Number of pages: 60
Posted: 24 May 2018
Last Revised: 01 Feb 2021
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
79
36.
The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years
Review of Financial Studies
Number of pages: 99
Posted: 07 May 2018
Last Revised: 20 Jul 2020
Accepted Paper Series
Boston College - Carroll School of Management, University of Toronto - Rotman School of Management and Arizona State University
Downloads
773
37.
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 30 Apr 2018
Working Paper Series
Banco de España, Banco de España, Banco de España and University of Zurich - Department of Banking and Finance
There are 3 versions of this paper
Adapting lending policies in a “negative-for-long” scenario
Swiss Finance Institute Research Paper No. 21-75
Number of pages: 48
Posted: 30 Apr 2018
Last Revised: 11 Nov 2021
Downloads
275
Adapting lending policies in a “negative-for-long” scenario (Updated October 2020)
Banco de Espana Working Paper No. 1832
Number of pages: 46
Posted: 08 Oct 2018
Last Revised: 15 Oct 2020
Downloads
153
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 30 Apr 2018
Downloads
127
Downloads
127
38.
Skewness Swaps: Evidence from the Cross-Section of Stocks
Swiss Finance Institute Research Paper No. 18-31, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57
Posted: 29 Mar 2018
Last Revised: 12 Aug 2021
Working Paper Series
University of Houston - C.T. Bauer College of Business
Downloads
393
39.
Attracting the Sharks: Corporate Innovation and Securities Class Action Lawsuits
European Corporate Governance Institute - Finance Working Paper No. 614/2019
Number of pages: 65
Posted: 22 Mar 2018
Last Revised: 14 Jan 2022
Accepted Paper Series
University of Chicago - Booth School of Business and University of Mannheim - Business School
There are 2 versions of this paper
Attracting the Sharks: Corporate Innovation and Securities Class Action Lawsuits
European Corporate Governance Institute - Finance Working Paper No. 614/2019
Number of pages: 65
Posted: 22 Mar 2018
Last Revised: 14 Jan 2022
Downloads
914
Attracting the Sharks: Corporate Innovation and Securities Class Action Lawsuits
CEPR Discussion Paper No. DP14358
Number of pages: 62
Posted: 11 Feb 2020
Last Revised: 09 Nov 2021
Downloads
2
Downloads
914
40.
Deposit Windfalls and Bank Reporting Quality: Evidence from Shale Booms
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 21 Mar 2018
Last Revised: 27 Jul 2018
Working Paper Series
Haas School of Business, University of California Berkeley
Downloads
318
41.
Measuring Skewness Premia
HEC Paris Research Paper No. FIN-2018-1256, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65
Posted: 20 Mar 2018
Last Revised: 25 Jan 2019
Working Paper Series
HEC Paris - Finance Department
Downloads
504
42.
The Impact of Recency Effects on Stock Market Prices
31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76
Posted: 07 Mar 2018
Last Revised: 06 Apr 2019
Working Paper Series
University of Muenster - Finance Center
Downloads
741
43.
Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends
Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69
Posted: 14 Feb 2018
Last Revised: 17 Oct 2018
Working Paper Series
Ohio State University (OSU) and University of Notre Dame - Mendoza College of Business
Downloads
241
44.
Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals
Number of pages: 51
Posted: 13 Feb 2018
Last Revised: 31 Jan 2020
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Daniels College of Business, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads
2,117
45.
The Contribution of Frictions to Expected Returns: An Options-based Estimation Approach
Number of pages: 68
Posted: 11 Feb 2018
Last Revised: 16 Feb 2021
Working Paper Series
Bank of Japan and University of Piraeus, Department of Banking and Financial ManagementQueen Mary, University of London, School of Economics and Finance
Downloads
312
46.
Marketplace Lending: A New Banking Paradigm?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Feb 2018
Last Revised: 24 Jan 2019
Working Paper Series
Harvard Business School - Finance Unit and University of Pennsylvania - The Wharton School
Downloads
664
47.
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Geneva - Geneva Finance Research Institute (GFRI) and London Business School
There are 3 versions of this paper
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Downloads
287
Global Portfolio Rebalancing and Exchange Rates
NBER Working Paper No. w24320
Number of pages: 98
Posted: 21 Feb 2018
Last Revised: 27 Dec 2021
Downloads
32
Global Portfolio Rebalancing and Exchange Rates
CEPR Discussion Paper No. DP15617
Number of pages: 101
Posted: 04 Feb 2022
Downloads
287
48.
How is Liquidity Priced in Global Markets?
Swiss Finance Institute Research Paper No. 18-05, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, HEC Paris Research Paper No. FIN-2018-1254, Forthcoming in Review of Financial Studies
Number of pages: 67
Posted: 18 Jan 2018
Last Revised: 14 Aug 2020
Accepted Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and HEC Paris - Finance Department
Downloads
383
49.
Herding in Equity Crowdfunding
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 74
Posted: 08 Dec 2017
Last Revised: 17 Dec 2021
Working Paper Series
HEC Paris - Economics and Decision Sciences, Universidad de Los Andes, HEC Paris - Finance Department and University of Oxford - Said Business School
Downloads
725
50.
Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross-Section of Stock Returns with Delay
AFA 2019 Atlanta Meetings Paper, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 79
Posted: 30 Nov 2017
Last Revised: 04 Jan 2021
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads
453
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